Question about powering the nrf24l01+ with atmega328ppu ?

Hi, i'm new to mysensors and i'm trying to build a classic temp/humidity node with an atmega328p (with arduinolilypad 8mhz bootloader) + dht22 + nrf24l01. I want to run the whole module on a cr2032 battery.
My node is actually running really great, but I have a question about the right way to power the nrf24l01.
Actually my nrf24l01 module is directly connected to the battery + and gnd, is it the right way to do ? I presume that the nrf does not enter sleep mode when i put my atmega in sleep mode if it's allways connect to + and GND ?
I'm sorry if my english is not very good it's not my primary language.

ok thanks for your answer, so it will be in sleep mode even if it's directly powered via the battery ?
i'm sorry but I've another question ^^ how can I measure the total amperage of my module ? i've try with my multimeter (on mA caliber or uA caliber) in serie but it show me 0 uA
I want to try with a shunt resistor but I don"t know how to calculate the good value of the resistor (my module is 3v powered with cr2032)
sorry for that newbies questions ^^

ok thanks for your answer, so it will be in sleep mode even if it's directly powered via the battery ?

Yes it will go to sleep.

i'm sorry but I've another question ^^ how can I measure the total amperage of my module ? i've try with my multimeter (on mA caliber or uA caliber) in serie but it show me 0 uA
if you connect it in serie then it should show you mA. Try to measure a not battery powered arduino and see if you can measure the mA